TransmissionChannelAnalysis.jl

TransmissionChannelAnalysis.jl implements the algorithms of “Transmission Channel Analysis in Dynamic Models”
Software
Author

Enrico Wegner

Published

July 15, 2024

TransmissionChannelAnalysis.jl implements all algorithms needed for the computation of transimssion effects in most linear dynamic models. Transmission effects can either be calculated using existing impulse responses, or using the structural coefficients of the dynamic system. For more information, check out the GitHub repository and the associated paper.